-32.5%
TWLO vs AEIS
+219.6%
-252.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.9% | +3.2% |
| 7D | -3.9% | -0.2% | -3.7% | -4.0% |
| 30D | -9.7% | -16.4% | +6.7% | -4.5% |
| 3M | +11.6% | -11.1% | +22.7% | +11.2% |
| 6M | +84.7% | -12.0% | +96.7% | +77.9% |
| YTD | +62.5% | +30.9% | +31.6% | +23.8% |
| 1Y | +121.7% | +74.3% | +47.4% | +41.2% |
| 3Y | +253.0% | +165.2% | +87.8% | +59.6% |
| 5Y | -32.5% | +220.0% | -252.5% | -74.0% |
| All | -32.5% | +219.6% | -252.0% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling